I still need to learn a lot in electronics. Just yesterday I accidentally connected the battery wrong to my LDO XC6206 - which it seriously disliked and afterwards spat out 0.56V instead of 3.3V. No problem, I have plenty of them in the box - but this may happen more often and I don't want to always solder in a new LDO.
Thus I decided to use the AO3415A P-channel MOSFET. It has to be connected with Drain to the battery, Source to the Vin of the LDO. Gate connects to Ground. Since the LiIon voltage is well within the specs of the AO3415 for Vgs(max), I can even work without a Zener diode/TL431 to limit the voltage; a resistor at the Gate seems not necessary as well. This is a unusual orientation for a P-FET, the first time I soldered it in without turning it on its back ;)
How does this protection work? When connected correctly, the body diode is conducting from Drain to Source. The Gate gets negative compared to the Source, the FET opens fully. The resistance drops down to Rds(on) for the current voltage. The load is so little with ~2mA that there is no significant voltage drop, it should be in the nano- or micro-volt area.
The capacitance behind the FET is quite small and should pose no risk that the FET wouldn't disconnect. If the battery is connected the wrong way, no current can flow as the body diode of the P-FET will block in that direction. The XC6206 won't be destroyed anymore. With such a cheap transistor the power supply is much more reliable.